Continuity Properties of Optimal Multiple Stopping Value
DOI10.1080/07362994.2010.482824zbMATH Open1207.60033OpenAlexW2002489931MaRDI QIDQ3580102FDOQ3580102
Publication date: 11 August 2010
Published in: Stochastic Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07362994.2010.482824
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lower semicontinuityoptimal multiple stoppingconvergence in distributiontriangular functionprophet inequality
Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stopping in statistics (62L15)
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Cited In (6)
- Triangular function and continuity property of multiparameter optimal stopping value
- Title not available (Why is that?)
- Lower semicontinuity property of multiparameter optimal stopping value and its application to multiparameter prophet inequalities
- The accessibility and multiple filtration structure for discrete time multiparameter optimal multiple stopping problems
- Title not available (Why is that?)
- Continuity Properties of Optimal Stopping Value
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